+146.0%
CCL vs LBRT
-30.4%
+176.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | +5.8% | -15.7% | +21.5% | +8.3% |
| 30D | +17.3% | -34.3% | +51.5% | +24.5% |
| 3M | +11.3% | -40.6% | +52.0% | +19.9% |
| 6M | +18.5% | -62.0% | +80.5% | +37.5% |
| YTD | +2.8% | -31.6% | +34.4% | +1.8% |
| 1Y | +16.7% | -25.8% | +42.5% | +12.9% |
| 3Y | +146.0% | -30.4% | +176.4% | +131.0% |
| All | +146.0% | -30.4% | +176.4% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling